Multi-innovation extended stochastic gradient algorithm and its performance analysis
Publication:1959352
DOI10.1007/s00034-010-9174-8zbMath1196.94026OpenAlexW2072207316MaRDI QIDQ1959352
Publication date: 6 October 2010
Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00034-010-9174-8
recursive identificationparameter estimationperformance analysissignal processingstochastic gradientmulti-innovation identification
Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Software, source code, etc. for problems pertaining to systems and control theory (93-04) Software, source code, etc. for problems pertaining to information and communication theory (94-04)
Related Items (49)
Cites Work
- Performance analysis of multi-innovation gradient type identification methods
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- Amendments to “Performance Analysis of Estimation Algorithms of Nonstationary ARMA Processes” [Mar 06 1041-1053]
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